+514.9%
GEV vs MA
+39.9%
+475.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | +3.7% | +1.3% | +2.4% | +3.4% |
| 30D | -14.7% | +9.6% | -24.3% | -16.9% |
| 3M | -23.4% | +16.8% | -40.2% | -27.0% |
| 6M | -24.3% | +35.2% | -59.5% | -31.9% |
| YTD | +23.2% | +16.6% | +6.6% | +19.0% |
| 1Y | +44.2% | +19.8% | +24.5% | +36.5% |
| All | +514.9% | +39.9% | +475.0% | +421.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling